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Forecasting U.S. stock returns · Study

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ArticleForecasting U.S. stock returns

David G. McMillan2018

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Articlegreen2018

Forecasting U.S. stock returns

David G. McMillan

21 citations·0/0 files stored·European Journal of Finance

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Financial Markets and Investment Strategies Forecasting Techniques and Applications Stock Market Forecasting Methods

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References

1996Efficient Tests for an Autoregressive Unit Root 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1988Dividend yields and expected stock returns 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2006Approximately normal tests for equal predictive accuracy in nested models 2001Consumption, Aggregate Wealth, and Expected Stock Returns 1991The Term Structure as a Predictor of Real Economic Activity

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Year2018

Typearticle

Published2018-01-01

VenueEuropean Journal of Finance

ISSN-L1351-847X

Languageen

Citations21

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1080/1351847x.2020.1719175

openalex_workW3004096023

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